Specifications for multicast data feeds published over the DoubleZero Edge service.
This repository is the home of wire-format specifications that data publishers and subscribers can implement against. Each spec lives in its own directory and is versioned independently. See the Versioning Policy for how spec versions, the on-wire Schema Version byte, and release tags relate.
| Spec | Description |
|---|---|
| Top-of-Book & Trades Feed | Compact, fixed-size, multicast-native binary protocol for L1 quotes and trades from any two-sided market |
| Midpoint Feed | Sibling protocol carrying a single derived mid price per instrument, computed from a venue's order book |
| Market-by-Order Feed | Sibling protocol carrying the full resting-order population per instrument, with continuous in-band snapshot+delta recovery |
| Market-by-Price Feed | Sibling protocol carrying full-depth price-aggregated (L2) book levels per instrument, with continuous in-band snapshot+delta recovery |
| Order-Intent Feed | Normalized, pre-consensus order-intent events (order/cancel/modify submissions) observed in a venue's mempool, as fixed-size binary multicast |
| Reference Data Distribution | Shared supplement defining the two-port transport model and continuous in-band instrument definition retransmission used by the feed specs above |
| Perp Stats Feed | Sibling cadence feed carrying per-perpetual derived state (funding, mark, oracle, open interest, premium) relayed from the venue REST surface |
| Source ID Registry | Canonical registry of Source ID values identifying the matching engine whose activity a feed message describes |
All specifications are stable to build against. Every feed's frame header carries a Schema Version byte equal to its spec's MAJOR version, so the byte on the wire tells a decoder which layout it is holding. Within a major line, changes are additive only: new message types, new enumerated values, and appended fields, all of which a conformant decoder already skips or ignores. Field layouts and semantics will not change without a MAJOR release and a Schema Version bump, which decoders MUST reject rather than parse.
The five feeds carrying the 130-byte InstrumentDefinition are at 3.0.0 (Schema Version = 3). The Midpoint Feed keeps its slimmed 64-byte variant and remains at 1.0.0 (Schema Version = 1).
See VERSIONING.md for the change classification, the compatibility promise, and the <spec>/vMAJOR.MINOR.PATCH tag scheme.
Licensed under the Apache License 2.0.
See LICENSE for details.